+716.9%
MU vs GLXY
-35.4%
+752.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.9% | +3.4% | +0.2% |
| 7D | +21.6% | +16.9% | +4.7% | +15.1% |
| 30D | -16.2% | -23.0% | +6.8% | -9.1% |
| 3M | -12.4% | -28.0% | +15.6% | -3.8% |
| 6M | +4.2% | -51.6% | +55.8% | +27.9% |
| YTD | +180.0% | -32.1% | +212.1% | +212.6% |
| 1Y | +226.4% | -51.5% | +277.9% | +284.4% |
| All | +716.9% | -35.4% | +752.3% | +867.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GLXY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling